-37.7%
CAG vs AJG
+473.1%
-510.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -5.7% | -8.3% | +2.6% | -3.2% |
| 30D | -2.4% | -5.7% | +3.3% | -0.7% |
| 3M | +9.8% | +9.1% | +0.7% | +6.8% |
| 6M | -10.8% | +15.2% | -26.1% | -15.0% |
| YTD | -10.8% | -6.3% | -4.5% | -9.6% |
| 1Y | -19.0% | -19.1% | +0.2% | -14.1% |
| 3Y | -39.7% | +8.2% | -47.9% | -42.9% |
| 5Y | -43.0% | +75.6% | -118.6% | -55.1% |
| All | -37.7% | +473.1% | -510.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling